Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 0.585072 0.661941 0.750535 0.861500 0.998673 1.165321 1.387360
2025-08-10 0.480433 0.570031 0.681275 0.833163 1.041308 1.326797 1.768585
2025-08-17 0.405503 0.496182 0.614456 0.785898 1.039230 1.421203 2.092425
2025-08-24 0.361298 0.453383 0.578520 0.769498 1.071470 1.569586 2.566758
2025-08-31 0.345492 0.445381 0.587300 0.816772 1.209561 1.933993 3.665731
2025-09-07 0.319427 0.419258 0.565440 0.811537 1.257788 2.154691 4.646968
2025-09-14 0.295483 0.393358 0.540151 0.795511 1.281473 2.334717 5.714886
2025-09-21 0.277434 0.374277 0.522860 0.789659 1.322373 2.571142 7.292536
2025-09-28 0.259452 0.353613 0.500648 0.771341 1.333214 2.740259 8.929432
2025-10-05 0.256100 0.355115 0.514434 0.820752 1.502384 3.436820 15.268371
2025-10-12 0.257970 0.364870 0.542989 0.903739 1.779669 4.728409 37.118042
2025-10-19 0.245721 0.350548 0.527908 0.895594 1.825339 5.234724 60.536034
2025-10-26 0.234954 0.338754 0.517737 0.899833 1.918030 6.115817 147.431363
2025-11-02 0.220047 0.318967 0.491192 0.864477 1.887155 6.387834 279.303945
2025-11-09 0.204421 0.297039 0.459004 0.812496 1.793479 6.247150 395.081742
2025-11-16 0.194340 0.284037 0.442555 0.794365 1.801808 6.748729 1847.480792
2025-11-23 0.192935 0.285877 0.454294 0.843516 2.048859 9.369883 NaN
2025-11-30 0.185593 0.276765 0.443933 0.837829 2.105881 10.753630 NaN
2025-12-07 0.177698 0.266206 0.429866 0.820945 2.116498 11.791226 NaN
2025-12-14 0.171474 0.258300 0.420497 0.814776 2.168244 13.562365 NaN
2025-12-21 0.164459 0.248596 0.406792 0.795577 2.161422 14.649892 NaN
2025-12-28 0.164371 0.251499 0.419085 0.847337 2.485416 23.581908 NaN
2026-01-04 0.166778 0.259158 0.442125 0.934439 3.056115 54.419938 NaN